+2,944.0%
CLS vs ROL
+203.4%
+2,740.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.2% | +6.1% |
| 7D | +12.8% | -3.4% | +16.2% | +13.4% |
| 30D | +3.8% | -6.9% | +10.8% | +5.0% |
| 3M | -14.6% | -24.6% | +10.0% | -10.8% |
| 6M | +32.2% | -39.5% | +71.8% | +44.2% |
| YTD | +11.6% | -41.1% | +52.7% | +22.3% |
| 1Y | +35.1% | -37.9% | +73.0% | +45.8% |
| 3Y | +1,312.5% | +0.8% | +1,311.7% | +1,207.4% |
| 5Y | +3,542.1% | -4.7% | +3,546.7% | +3,228.6% |
| 10Y | +2,944.0% | +207.9% | +2,736.1% | +1,650.3% |
| All | +2,944.0% | +203.4% | +2,740.6% | +1,650.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling